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Add to list Added to list Optimization with Sparsity-Inducing Penalties
Francis Bach,Rodolph Jenatton,Julien Mairal,Guillaume Obozinski
Presents optimization tools and techniques dedicated to sparsity-inducing penalties from a general perspective. The book covers proximal methods, block-coordinate descent, working-set and homotopy methods, and non-convex formulations and extensions, and…
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